Intra-day Timeframe Replication

Background: The effect of stablecoin price movements on cryptocurrency volatility is often analyzed using daily time series data, which aggregates intra-day activity into single daily observations. This aggregation can obscure rapid, short-term market reactions.

Question / Future Work: Repeating the analysis using intra-day time frames (e.g., hourly or minute-level data) to uncover more instantaneous relationships, particularly to resolve the discrepancy where stablecoin downside volatility was hypothesized but not found to lead cryptocurrency upside volatility at the daily level.